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Initial and Boundary Conditions

Initial Value Problems

Mathematical Behaviour of PDEs

Goverrning equations in fluid flow and heat transfer are mostly

Partial Differential Equations. Therefore it is important to know how

PDEs are classified.

Classification of PDEs:

According to order: The order of a PDE is determined by the

highest-order partial derivative present in that equation.

= 0

= 0

3

+

= 0

dependent variables

X and y independent variables

2

Mathematical Behaviour of PDEs

According to linearity: PDEs are broadly categorised into

linear and non-linear equations.

2

+ b

+ c

2

+ = 0

If a, b and c are constants Linear

If a, b and c are functions of independent variables

Linear

If the coefficients are functions of the dependent variable

and/or any of its derivatives of either lower or same order

Non-linear

= 0

= 0

3

Elliptical, parabolic and Hyperbolic

Equations

Linear second-order PDEs in two independent

variables are further classified into three forms

viz. elliptic, parabolic and hyperbolic.

The general form of this class of equation is

2

+ b

+ c

2

+

+ + = 0

where coefficients are either constants or functions

of the independent variables only.

2

4 < 0

2

4 = 0

2

4 > 0

4

Elliptical, parabolic and Hyperbolic

Equations

Elliptic PDE:

2

+

2

= 0 Laplaces equation

2

+

2

=g(x,y) Poissons equation

a =1, b = 0, c = 1

2

4 = 4 < 0

The function (x,y) must satisfy both

the differential equation over a closed

domain and the boundary conditions

on the closed boundary conditions on

the closed boundary of the domain.

5

Solution domain

the function (x,y)

Outward

normal

Boundary conditions

prescribed on entire

boundary-usually as a

value of (x,y) or the

normal derivative

Representation of an elliptical problem

Elliptical, parabolic and Hyperbolic

Equations

Parabolic PDE

2

Heat conduction or

diffusion equation

where is a positive, real constant

a = , b = 0, c = 0

2

4 = 0

In parabolic problems, the solution

advances outward indefinitely from

known initial values, always satisfying the

known boundary conditions as the

solution progresses. This is also called

marching type of problem.

6

Initial condition is specified here

t

P

r

e

s

c

r

i

b

e

d

B

o

u

n

d

a

r

y

C

o

n

d

i

t

i

o

n

x

Solution marches

Outward with time

from I.C.

Solution domain for

marching problems

P

r

e

s

c

r

i

b

e

d

B

o

u

n

d

a

r

y

C

o

n

d

i

t

i

o

n

Representation of an parabolic problem

Elliptical, parabolic and Hyperbolic

Equations

Hyperbolic PDE

2

=

2

2

Wave equation

2

is a real constant (always positive)

a =

2

, b = 0 and c = -1

2

4 = 4

2

> 0

The solution domain of hyperbolic PDE has the

same open ended nature as in parabolic PDE.

However, two ICs are required to start the

solution of hyperbolic equations in contrast

with parabolic equations where only one I.C. is

required.

7

t

P

r

e

s

c

r

i

b

e

d

B

o

u

n

d

a

r

y

C

o

n

d

i

t

i

o

n

x

Solution propagating

Outward with time

for specified I.Cs

P

r

e

s

c

r

i

b

e

d

B

o

u

n

d

a

r

y

C

o

n

d

i

t

i

o

n

Initial conditions is specified here

Representation of an hyperbolic problem

Initial and Boundary Conditions

Initial and Boundary conditions must be specified to

obtain unique numerical solutions to the PDEs

1-D transient heat conduction equation

2

The above equation is a mathematical

representation of a physical problem in which for

example, temperature within a large solid slab

having finite thickness changes in the x-direction

(thickness direction) as a function of time till steady

state (corresponding to t ) is reached.

8

Initial and Boundary Conditions

Dirichlet Conditions

The values of the

dependent variables are

specified at the

boundaries.

B.C.1: T = f(t) or T

1

at x = 0

B.C.2: T = T

2

at x = L

I.C: T=f(x) at t = 0

or T= T

o

9

x

T = f(t)

Or

T = T

1

T = T

2

0

L

t>0

0 x L

10

Initial and Boundary Conditions

Neumann Conditions

The derivative of the dependent

variable is given as a constant or

as a function of the independent

variable on one boundary.

= 0 at x = L and t 0

This condition specifies that the

temperature gradient at the right

boundary is zero (insulation

condition)

Cauchy condition Dirichlet +

Neumann

10

x

T = f(t)

Or

T = T

1

= 0

0

L

Neumann

Dirichlet

11 11

Initial and Boundary Conditions

Robins Conditions

The derivative of the

dependent variable is given as

a function of the dependent

variable on the boundary.

For the heat conduction

problem, this may correspond

to the case of cooling of a

large steel slab of finite

thickness L by water or oil,

the heat transfer coefficient

h being finite.

11

x

= h

= h

0

L

Neumann

Dirichlet

Fluid T>T

h, T

Fluid T>T

h, T

Initial value problems

In this case, at least one of the independent variables has

an open region.

In the unsteady state heat conduction problem the time

variable has the range 0 t , where no condition has

been specified at t = ; therefore this is an initial value

problem.

Initial value problems are not necessarily time-dependent

problems. For example, in a steady 2-D laminar boundary

layer flow over a flat plate, the co-ordinate (x) along the

plate acts as an open-ended co-ordinate. In other words,

the velocities at x = x

o

must be known to start the

computation indicating that space is behaving like a time

co-ordinate in this case.

12

Assignment - 2

Last date for submission 01-03-2013

13

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